+120.1%
VZ vs NCLH
-26.6%
+146.7%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.8% | -2.0% | +0.7% |
| 7D | +2.2% | +2.7% | -0.5% | +2.1% |
| 30D | +10.6% | +18.4% | -7.8% | +9.8% |
| 3M | -0.6% | -4.3% | +3.7% | -0.5% |
| 6M | +0.7% | +7.9% | -7.2% | +0.2% |
| YTD | +20.6% | -17.4% | +38.0% | +20.8% |
| 1Y | +22.7% | -3.4% | +26.1% | +22.1% |
| 3Y | +57.2% | +44.4% | +12.8% | +51.5% |
| 5Y | +21.4% | -33.7% | +55.1% | +19.2% |
| 10Y | +65.5% | -48.1% | +113.6% | +57.5% |
| All | +120.1% | -26.6% | +146.7% | +99.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NCLH.
Daily Out/Under-Performance
Portfolio return minus NCLH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NCLH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded NCLH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling